Y'all are going to shoot me for this sacrilegious say statement, I use pellets when I hunt for ease of loading and unloading, and substitutes (mostly pyrodex, and some 777 when I have it).
It's just so easy to keep a small tube with two or three extra reloads in your pocket, and I have to worry about loose powder.
When I shoot for fun, I mostly shoot substitutes (because that's what's available at my local stores, I've never even seen real black powder for sale). They go off every time, and there's really no issues other than some being slightly more dirty, but I clean at the end of a shooting session anyway so it doesn't really matter to me. Personally, I have no issue with substitutes.
Each powder shoots slightly differently by volume, but in all honesty, all three are more than powerful and accurate enough to take a deer. Just make sure you practice with each one and know it's differences.